+328.7%
WM vs CNH
+134.0%
+194.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -1.6% |
| 7D | -0.5% | +8.6% | -9.0% | -1.9% |
| 30D | +13.3% | +12.6% | +0.7% | +11.0% |
| 3M | +4.4% | +17.5% | -13.1% | +1.1% |
| 6M | +10.8% | +18.1% | -7.3% | +6.7% |
| YTD | +9.1% | +40.4% | -31.3% | +1.2% |
| 1Y | +19.1% | +34.0% | -14.9% | +11.3% |
| 3Y | +45.7% | +35.3% | +10.4% | +31.8% |
| 5Y | +60.4% | -5.1% | +65.5% | +52.7% |
| 10Y | +328.7% | +124.0% | +204.7% | +231.7% |
| All | +328.7% | +134.0% | +194.8% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling